-13.1%
PEP vs ARES
+51.9%
-64.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.4% | -1.7% | +0.3% | -1.4% |
| 30D | +0.2% | +0.3% | 0.0% | +0.3% |
| 3M | -1.1% | +8.5% | -9.6% | -0.8% |
| 6M | -13.5% | +23.5% | -37.0% | -12.9% |
| YTD | -1.2% | -11.2% | +10.0% | -1.4% |
| 1Y | -1.6% | -19.3% | +17.7% | -1.6% |
| All | -13.1% | +51.9% | -64.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ARES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling